El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables (Q3880566): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 14:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables |
scientific article |
Statements
El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables (English)
0 references
1975
0 references
profits with stable distributions
0 references
finance
0 references
duality theorem
0 references
portfolio selection problem
0 references
fractile criterion
0 references
symmetric stable distribution
0 references
optimal portfolios
0 references
efficient portfolios
0 references
Markowitz theory
0 references
parametric convex program
0 references
criterion of maximum probability
0 references
risk-free asset
0 references
